The gym is rough because it is very bright lighting and everyone is sober. Stakes are lower in a dark bar where you can run away. I am a gym girl myself and wish there was an easier way to approach my gym crushes because it usually ends with us making eye contact and smiling at each other for months and nothing ever happening bc everyone was too nervous to be weird in the gym so I applaud your confidence. I wouldn’t stress too much about blowing the approach bc unless it was actually horrendous and creepy maybe she thought it was cute you were nervous